David Johnson and Robert McClelland, "A General Dependence Test and Applications", Journal of Applied Econometrics, Vol. 13, No. 6, 1998, pp. 627-644. The data for this paper are in the file jm-data.dat. The dataset contains two variables and 552 observations. The file contains the seasonally adjusted monthly civilian unemployment rates for Jan 1948 to Dec 1993. These were calculated using the seasonally adjusted number of unemployed and the seasonally adjusted labor force in order to obtain two significant decimal points. These data were obtained from LABSTAT, which can be obtained from the U.S. Bureau of Labor Statistics web-site (www.bls.gov). The file contains two columns separated by spaces. Column one lists the month and year (MMM-YY) and column two contains the unemployment rates (XX.xx). David S. Johnson Division of Price and Index Number Research Bureau of Labor Statistics 2 Massachusetts Ave., NE, Room 3105 Washington, DC 20212 Phone: (202) 606-6579 ext. 599 Fax: (202) 606-6583 internet: Johnsods@oplc.psb.bls.gov